Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-22 0.570780 0.640277 0.718291 0.813033 0.925901 1.057235 1.223361
2024-12-29 0.492707 0.579988 0.684926 0.822463 1.001168 1.230199 1.554025
2025-01-05 0.438528 0.535252 0.657815 0.828475 1.066712 1.398680 1.918458
2025-01-12 0.393144 0.493657 0.626443 0.820714 1.108868 1.541060 2.284808
2025-01-19 0.348116 0.446360 0.580255 0.783691 1.100153 1.604033 2.543582
2025-01-26 0.324909 0.425661 0.567479 0.791757 1.159147 1.784637 3.065922
2025-02-02 0.305975 0.408618 0.557363 0.801407 1.221125 1.983850 3.703797
2025-02-09 0.285518 0.387206 0.538077 0.793210 1.250353 2.129408 4.292402
2025-02-16 0.270736 0.372729 0.527603 0.797570 1.301990 2.331424 5.120149
2025-02-23 0.250950 0.349012 0.500278 0.769507 1.287507 2.390752 5.602401
2025-03-02 0.231856 0.325006 0.470472 0.733658 1.252012 2.394997 5.929809
2025-03-09 0.223821 0.317669 0.467105 0.744686 1.312610 2.639441 7.197224
2025-03-16 0.219041 0.315477 0.472630 0.773956 1.420053 3.044671 9.476969
2025-03-23 0.211758 0.308659 0.469601 0.786468 1.493578 3.390647 11.979443
2025-03-30 0.204365 0.301111 0.464587 0.794358 1.558285 3.740048 15.084794
2025-04-06 0.195564 0.290610 0.453428 0.788354 1.588289 3.996249 18.174175
2025-04-13 0.183518 0.273921 0.429894 0.754051 1.540944 3.978162 19.380109
2025-04-20 0.178201 0.268449 0.426497 0.762145 1.605654 4.385831 25.073024
2025-04-27 0.173432 0.263617 0.423877 0.771571 1.676298 4.856729 33.314029
2025-05-04 0.166901 0.255321 0.414099 0.763950 1.697899 5.144974 41.028319
2025-05-11 0.162230 0.250060 0.409749 0.768185 1.755218 5.626113 55.116064
2025-05-18 0.154361 0.238696 0.392841 0.741583 1.714899 5.635711 60.910746
2025-05-25 0.146132 0.226360 0.373412 0.707530 1.646825 5.486412 62.699815